Hi,
Attached is a DSGE model mod file. I find that for some variables, the model is not producing impulse responses although the variance decomposition shows that it is being explained by certain shocks. For example, r_d (deposit rate). I have not been able to explain why this is happening. Can anyone help with this please.
Looking forward to it.
Thanks.
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Variance decomposition and Impulse response
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Variance decomposition and Impulse response
by monsoon » Sat Sep 24, 2016 3:19 am
Last edited by monsoon on Tue Oct 25, 2016 3:23 am, edited 1 time in total.
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Re: Variance decomposition and Impulse response
by jpfeifer » Mon Sep 26, 2016 12:09 pm
The movements in that variable are tiny. If you use
in the unstable version, you can see this. You can also see
- Code: Select all
irf_plot_threshold=0
in the unstable version, you can see this. You can also see
THEORETICAL MOMENTS
VARIABLE MEAN STD. DEV. VARIANCE
r_d 0.0099 0.0000 0.0000
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